0.91Open2.57Pre Close1 Volume38 Open Interest46.00Strike Price91.00Turnover34.08%IV1.08%PremiumDec 13, 2024Expiry Date0.42Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.6470Delta0.3529Gamma69.06Leverage Ratio-0.1325Theta-0.0013Rho-44.68Eff Leverage0.0115Vega